I am wondering if their is a historical answer to this question.Maybe it is due to a specific era of music that influenced country or specific early artists. Country music is uniquely and especiallysad and I am wondering if there is a reason for this.
Is there a particular kind of country music you're thinking of, specifically? Like many genres that have lasted close to a century, country music is capable of a very wide variety of moods - Hank Williams, for example, had upbeat songs - 'Hey Good Lookin'', and funny songs 'Howlin' At The Moon' alongside the sadness of the likes of 'I'm So Lonesome I Could Cry', while Willie Nelson has the upbeat 'Stay A While (Stay A Little Longer)' on the same album as the self-explanatory 'Sad Songs And Waltzes'. And modern country music - the Vince Gills and Florida Georgia Lines of the world make music which sounds more like Bon Jovi than a beautiful old sad sack like Willie Nelson.
And is there a reason you think that country music is especially or uniquely sad? Certainly Richard Strauss's Metamorphosen - a classical work - is desperately sad to my ears, and there's various folk singers with more than a touch of sadness - Elliott Smith's 'Between The Bars' or Leonard Cohen's 'Avalanche'.